A SAAB 2000 FLT CREW HAS AN NMAC WITH A VFR CESSNA ON APPROACH TO DTO.

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AS WE WERE APCHING DTO; WE WERE SPEAKING WITH FT WORTH APCH CTL. APCH CLRED US FOR THE VISUAL APCH TO RWY 17 IN DTO (WE WERE APPROX 9-10 MI OUT AT THIS TIME). WE HAD THE ARPT IN SIGHT AND ALSO HAD THE ILS TUNED UP FOR RWY 17. THE AUTOPLT WAS ON AND THE APCH MODE WAS ACTIVE ONCE WE WERE CLRED FOR THE APCH. THE APCH CTLR THEN SWITCHED US TO DTO TWR. WE CHKED IN WITH THE TWR AND HE ASKED US TO RPT OUR POS. WE RPTED THAT WE WERE 8 MI OUT; STRAIGHT IN FOR RWY 17. TWR THEN ASKED A TWIN CESSNA TO SAY HIS POS. THE CESSNA RPTED THAT HE WAS ON A 6 MI FINAL. TWR RPTED THAT HE HAD THE CESSNA IN SIGHT. WE STARTED TO SLOW AND ASKED THE TWR WHAT HE WOULD LIKE US TO DO. HE SAID THAT WE WERE #2 BEHIND THE CESSNA. WE DID NOT SEE THE CESSNA AND DID NOT HAVE HIM ON TCAS. WE WERE DISCUSSING MAKING A 360 DEG TURN FOR SPACING. I BROUGHT THE PWR LEVERS TO IDLE AND REDUCED THE DSCNT RATE IN SEARCH OF THE CESSNA. THEN I SAW THE NOSE OF HIS AIRPLANE COMING OUT FROM DIRECTLY UNDER US AND IN FRONT OF US. I WOULD ESTIMATE THAT WE WERE WITHIN 300 FT OR LESS OF THE CESSNA. I IMMEDIATELY STARTED A 360 DEG TURN TO THE L AND WHEN WE TOLD THE TWR THAT WE NEEDED A L 360 DEGS; HE REPLIED THAT HE HAD TO CLR IT WITH APCH (WE WERE ALREADY IN THE TURN). WE WERE HALFWAY THROUGH THE TURN WHEN TWR CALLED AND RPTED US IN SIGHT AND WANTED TO KNOW IF WE STILL HAD THE FIELD. ONCE WE ROLLED AROUND AND SAW THE FIELD AGAIN; WE RPTED IT AND WE WERE CLRED TO LAND. AT NO TIME DID WE EVER GET ANY TCAS ALERTS OR EVEN AN IDENT ON THE SCREEN IN THE AREA THAT THE CESSNA WAS LOCATED. AFTER THE CESSNA LANDED; THE TWR TOLD HIM WE WERE ON A 1 MI FINAL AND TO TURN L AND STAY WITH HIM. WE WERE ACTUALLY ON A 3 MI FINAL. I BELIEVE THE INCIDENT WAS CAUSED DUE TO THE LACK OF RADAR AT DENTON TWR AND THE LACK OF COM BTWN THE TWR AND THE APCH CTL.